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I have a problem of computing pdf of some random variables. Assuming x1, x2.... xN are some random variables. Now, I know the pdf of x1, which is f(x1). For the pdf of x2, it is given as a function of x1, in this case, how do I compute pdf of x2? Or, rather, how do I generate samples from f(x2)?

Thks

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# How to compute recursive pdf

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